Sequential Monte Carlo-Reference-Cited by-同舟云学术

Sequential Monte Carlo

Published:1962-01 Issue:1 Volume:58 Page:57-78
ISSN:0305-0041
Container-title:Mathematical Proceedings of the Cambridge Philosophical Society
language:en
Short-container-title:Math. Proc. Camb. Phil. Soc.

Author:

Halton J. H.

Abstract

ABSTRACTThis paper defines the concept of sequential Monte Carlo and outlines the principal modes of approach which may be expected to yield useful sequential processes. Three workable sequential processes, derived from a non-sequential method of J. von Neumann and S. M. Ulam for solving systems of linear algebraic equations, are described and analysed in detail.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference24 articles.

1. Proof of the antithetic variates theorem for n > 2

2. General principles of antithetic variates

3. On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

4. A new Monte Carlo technique: antithetic variates

5. Unbiased Sequential Estimation for Binomial Populations

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